I'm in the President's Club at Newark airport trying to understand this puzzle. At last, I think I understand.
Let's call the three doors A, B, and C. There's a 1 in 3 chance that the car is behind door A, 1 in 3 for door B, and one in 3 for door C.
The contestant selects door A. There's a 1 in 3 chance that the car is behind this door. There's a 2 in 3 chance, however, that it's behind one of the other doors.
Wanting to help, the game show host will always open a door with a goat. If the car is behind door B, he'll open door C. If the car is behind door C, he'll open door B. If the car is behind door A, it doesn't matter which door he opens.
At this point, there's a 1 in 3 chance that the car is behind door A and a 2 in 3 chance that it's behind door B or door C. However, one of those two doors is open, and there stands a goat! With this new information, there's a 1 in 3 chance that the car is behind door A and a 2 in 3 chance that it's behind the unopened door - B or C.
The contestant should switch!